Devin Anderson is a director in equity derivative sales at Deutsche Bank, specializing in advising and facilitating asset manager and hedge fund trading. He works closely with clients to develop hedging programs, express market views and interpret market sentiment from equity derivative implied prices. He has extensive experience in synthetic equity products and options, as well as over-the-counter volatility, dividend and correlation derivatives. Devin joined Deutsche Bank in 2006. He holds a Bachelor of Finance from the University of Pittsburgh and an MBA from Carnegie Mellon.
Alex Donohue works on the FX eTrading desk as quant trader and the lead quant responsible for the pricing algorithms of the desk. Prior to this, he worked in Citi's quant research department focusing on quantitative corporate credit trading strategies. Alex graduated from Johns Hopkins with a B.S. in Biomedical Engineering and a B.S. in Materials Science in 2002 and from Harvard with a Ph.D. in Applied Physics in 2007.
Yang Guo has spent his career in finance focused on electronic trading of multiple asset classes and has extensive experience in pricing, hedging and order flow analysis of spot FX and equity options. He is currently a quant with Cutler Group LLC, an options market making firm. Prior to this, he worked on Citi’s eFX spot desk, trading the world's largest electronic spot FX book. Yang is a graduate of the Berkeley MFE program.
Dave Korpi is an interest rate derivatives trader at Goldman Sachs. Prior to joining Goldman Sachs, he was at Deutsche Bank for nine years, where he traded a variety of interest rate products, including options, callable agency debt and swaps. Dave holds a Bachelor of Science degree in Computational Finance from Carnegie Mellon, and has provided advice on trading to students at Carnegie Mellon since 2011.
Michael Mendelson, principal, is director of Global Trading Research at AQR Capital Management, a Greenwich-based quant investment management firm. AQR’s investments span from aggressive high volatility market-neutral hedge funds to low volatility benchmark-driven traditional products. Prior to joining AQR in 2005, Michael worked at Goldman Sachs where he was MD and Head of Quantitative Trading and served on the Equities Division Risk Committee and as co-chair of the Systems Risk Taskforce. Michael received an Master of Science in Chemical Engineering from MIT, along with an Bachelor of Science in Chemical Engineering; a Bachelor of Science in Mathematics; and a Bachelor of Science in Management. Michael has his MBA from the University of California at Los Angeles.
Giles Nugent is EVP and head of front office technology for PIMCO in their New York office. Prior to joining PIMCO in 2011, Giles owned his own software development company. Previously, Giles worked for twenty years in research and technology organizations on Wall Street. Most recently, he was head of structured products technology at Bank of America for six years where he also worked on the bank's mergers with Countrywide and Merrill Lynch. For eight years prior to that, he worked at Goldman Sachs in mortgage research, developing applications and supporting the mortgage trading desk, and at Salomon Brothers for five years in mortgage research. Giles holds an MBA from Duke University and a Bachelor of Art in mathematical sciences from the University of North Carolina.
Giuseppe Nuti is currently the head of Fixed Income trading at UBS New York. He has worked as a trader for over fifteen years, initially in the interest-rates options and swaps market and, since 2006, in the European and US Government bond markets algorithmic trading, where he specialized in high frequency strategies at KCG and Citadel, before joining UBS in 2014. His research interests are in algorithmic trading, numerical solutions to Bayesian inference, and interaction between market participants in price-setting microstructure. He holds a Ph.D in Computer Science with particular focus on Markov Decision Processes applied to finance and an MSc in financial mathematics from City University, London.
Paul Russo is global co-COO of the Equities Franchise at Goldman Sachs, serving on the Firmwide Risk Committee, Firmwide New Activity Committee and Securities Division Executive Committee. Paul joined Goldman in 1989 in US Equity Derivatives where he was responsible for the Portfolio Trading and the Index Volatility businesses. In 1997, Paul moved to Hong Kong to run non-Japan Asia Equity Derivatives. In 2000, he transferred to co-head the Fixed Income, Currency and Commodities Division in non-Japan Asia and in 2002, moved to the Equities Division in London to head the Equity Derivatives business in Europe. Paul was named Partner in 2000. Paul earned an MBA from the University of Chicago in 1990 and a Bachelor of Science from Carnegie Mellon in 1986.
David Vener is a director on the Credit Structuring and Bank Solutions Desk at BNP Paribas. David's transactional experience includes collateralized loan obligations, mortgage re-securitizations, structured funding and various types of credit derivatives including corporate synthetic collateralized debt obligations. David has a Bachelor of Science in Applied Mathematics and Physics from Georgia Tech, and a Ph.D. in Applied Mathematics from the Massachusetts Institute of Technology.